Harry markowitz: selected works
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789812833631
Date de publication :
4 mars 2009
Langue :
Anglais
Pays d'origine :
Singapour
Harry M Markowitz received the von Neumann Prize from the Institute of Management Science and the Operations Research Institute of America in 1989 for his work in portfolio theory, sparse matrices and the SIMSCRIPT computer language. This book consists of a collection of Dr Markowitz's works in these three fields.